R: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

# Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

## Documentation for package ‘evmix’ version 2.12

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

B C D E F G H I K L M N P Q R T W

evmix-package | Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

## -- B --

bckden | Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
bckdengpd | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
bckdengpdcon | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
bckdenxbeta1 | Internal Functions
bckdenxbeta2 | Internal Functions
bckdenxcopula | Internal Functions
bckdenxcutnorm | Internal Functions
bckdenxgamma1 | Internal Functions
bckdenxgamma2 | Internal Functions
bckdenxreflect | Internal Functions
bckdenxrenorm | Internal Functions
bckdenxsimple | Internal Functions
betagpd | Beta Bulk and GPD Tail Extreme Value Mixture Model
betagpdcon | Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- C --

check.bcmethod | Internal functions for checking function input arguments
check.control | Internal functions for checking function input arguments
check.design.knots | Internal functions for checking function input arguments
check.inputn | Internal functions for checking function input arguments
check.kbw | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
check.kernel | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
check.kinputs | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
check.logic | Internal functions for checking function input arguments
check.n | Internal functions for checking function input arguments
check.nn | Internal functions for checking function input arguments
check.nparam | Internal functions for checking function input arguments
check.offset | Internal functions for checking function input arguments
check.optim | Internal functions for checking function input arguments
check.param | Internal functions for checking function input arguments
check.phiu | Internal functions for checking function input arguments
check.posparam | Internal functions for checking function input arguments
check.prob | Internal functions for checking function input arguments
check.quant | Internal functions for checking function input arguments
check.text | Internal functions for checking function input arguments
checking | Internal functions for checking function input arguments
cvpsden | MLE Fitting of P-splines Density Estimator

## -- D --

dbckden | Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
dbckdengpd | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
dbckdengpdcon | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
dbetagpd | Beta Bulk and GPD Tail Extreme Value Mixture Model
dbetagpdcon | Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
ddwm | Dynamically Weighted Mixture Model
densplot | Diagnostic Plots for Extreme Value Mixture Models
dgammagpd | Gamma Bulk and GPD Tail Extreme Value Mixture Model
dgammagpdcon | Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
dgkg | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model
dgkgcon | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both
dgng | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
dgngcon | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds
dgpd | Generalised Pareto Distribution (GPD)
dhpd | Hybrid Pareto Extreme Value Mixture Model
dhpdcon | Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
ditmgng | Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model
ditmnormgpd | Normal Bulk and GPD Tail Interval Transition Mixture Model
ditmweibullgpd | Weibull Bulk and GPD Tail Interval Transition Mixture Model
dkden | Kernel Density Estimation, With Variety of Kernels
dkdengpd | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
dkdengpdcon | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
dlognormgpd | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
dlognormgpdcon | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
dmgamma | Mixture of Gammas Distribution
dmgammagpd | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
dmgammagpdcon | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
dnormgpd | Normal Bulk and GPD Tail Extreme Value Mixture Model
dnormgpdcon | Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
dpsden | P-Splines probability density function
dpsdengpd | P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
dweibullgpd | Weibull Bulk and GPD Tail Extreme Value Mixture Model
dweibullgpdcon | Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
dwm | Dynamically Weighted Mixture Model

## -- E --

evmix | Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
evmix.diag | Diagnostic Plots for Extreme Value Mixture Models

## -- F --

fbckden | Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
fbckdengpd | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
fbckdengpdcon | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
fbetagpd | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
fbetagpdcon | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
fdwm | MLE Fitting of Dynamically Weighted Mixture Model
fgammagpd | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
fgammagpdcon | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
fgkg | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model
fgkgcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
fgng | MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model
fgngcon | MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
fgpd | MLE Fitting of Generalised Pareto Distribution (GPD)
fhpd | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model
fhpdcon | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
fitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
fitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
fitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
fkden | Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels
fkdengpd | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
fkdengpdcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
flognormgpd | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model
flognormgpdcon | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
fmgamma | MLE Fitting of Mixture of Gammas Using EM Algorithm
fmgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
fmgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
fnormgpd | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
fnormgpdcon | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
fpsden | MLE Fitting of P-splines Density Estimator
fpsdengpd | MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
fweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
fweibullgpdcon | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- G --

gammagpd | Gamma Bulk and GPD Tail Extreme Value Mixture Model
gammagpdcon | Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
gkg | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model
gkgcon | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both
gng | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
gngcon | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds
gpd | Generalised Pareto Distribution (GPD)

## -- H --

hillplot | Hill Plot
hpd | Hybrid Pareto Extreme Value Mixture Model
hpdcon | Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint

## -- I --

internal | Internal Functions
itmgng | Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model
itmnormgpd | Normal Bulk and GPD Tail Interval Transition Mixture Model
itmweibullgpd | Weibull Bulk and GPD Tail Interval Transition Mixture Model
iwlspsden | MLE Fitting of P-splines Density Estimator

## -- K --

ka0 | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
ka1 | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
ka2 | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
kbw | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
kdbiweight | Kernel functions
kdcosine | Kernel functions
kden | Kernel Density Estimation, With Variety of Kernels
kdengpd | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
kdengpdcon | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
kdenx | Internal Functions
kdepanechnikov | Kernel functions
kdgaussian | Kernel functions
kdoptcosine | Kernel functions
kdparzen | Kernel functions
kdtriangular | Kernel functions
kdtricube | Kernel functions
kdtriweight | Kernel functions
kduniform | Kernel functions
kdz | Kernel functions
kernels | Kernel functions
kfun | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
klambda | Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals.
kpbiweight | Kernel functions
kpcosine | Kernel functions
kpepanechnikov | Kernel functions
kpgaussian | Kernel functions
kpoptcosine | Kernel functions
kpparzen | Kernel functions
kptriangular | Kernel functions
kptricube | Kernel functions
kptriweight | Kernel functions
kpuniform | Kernel functions
kpz | Kernel functions

## -- L --

lbckden | Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
lbckdengpd | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
lbckdengpdcon | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
lbetagpd | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
lbetagpdcon | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
ldwm | MLE Fitting of Dynamically Weighted Mixture Model
lgammagpd | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
lgammagpdcon | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
lgkg | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model
lgkgcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
lgng | MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model
lgngcon | MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
lgpd | MLE Fitting of Generalised Pareto Distribution (GPD)
lhpd | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model
lhpdcon | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
litmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
litmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
litmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
lkden | Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels
lkdengpd | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
lkdengpdcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
llognormgpd | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model
llognormgpdcon | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
lmgamma | MLE Fitting of Mixture of Gammas Using EM Algorithm
lmgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
lmgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
lnormgpd | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
lnormgpdcon | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
lognormgpd | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
lognormgpdcon | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
lpsden | MLE Fitting of P-splines Density Estimator
lpsdengpd | MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
lweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
lweibullgpdcon | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- M --

mgamma | Mixture of Gammas Distribution
mgammagpd | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
mgammagpdcon | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
mrlplot | Mean Residual Life Plot

## -- N --

nlbckden | Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
nlbckdengpd | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nlbckdengpdcon | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlbetagpd | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
nlbetagpdcon | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nldwm | MLE Fitting of Dynamically Weighted Mixture Model
nlEMmgamma | MLE Fitting of Mixture of Gammas Using EM Algorithm
nlEMmgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
nlEMmgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
nleuitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
nleuitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
nleuitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
nlgammagpd | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
nlgammagpdcon | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlgkg | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model
nlgkgcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
nlgng | MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model
nlgngcon | MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
nlgpd | MLE Fitting of Generalised Pareto Distribution (GPD)
nlhpd | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model
nlhpdcon | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
nlitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
nlitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
nlitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
nlkden | Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels
nlkdengpd | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nlkdengpdcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nllognormgpd | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model
nllognormgpdcon | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlmgamma | MLE Fitting of Mixture of Gammas Using EM Algorithm
nlmgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
nlmgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
nlnormgpd | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
nlnormgpdcon | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlpsden | MLE Fitting of P-splines Density Estimator
nlpsdengpd | MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nlubckdengpd | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nlubckdengpdcon | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlubetagpd | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
nlubetagpdcon | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nluEMmgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
nluEMmgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
nlugammagpd | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
nlugammagpdcon | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlugkg | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model
nlugkgcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
nlugng | MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model
nlugngcon | MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
nluhpdcon | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
nluitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
nluitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
nluitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
nlukdengpd | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nlukdengpdcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlulognormgpd | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model
nlulognormgpdcon | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlumgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
nlumgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
nlunormgpd | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
nlunormgpdcon | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlupsdengpd | MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
nluweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
nluweibullgpdcon | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
nlweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
nlweibullgpdcon | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
normgpd | Normal Bulk and GPD Tail Extreme Value Mixture Model
normgpdcon | Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- P --

pbckden | Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
pbckdengpd | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
pbckdengpdcon | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
pbckdenxbeta1 | Internal Functions
pbckdenxbeta2 | Internal Functions
pbckdenxcopula | Internal Functions
pbckdenxcutnorm | Internal Functions
pbckdenxgamma1 | Internal Functions
pbckdenxgamma2 | Internal Functions
pbckdenxlog | Internal Functions
pbckdenxnn | Internal Functions
pbckdenxreflect | Internal Functions
pbckdenxrenorm | Internal Functions
pbckdenxsimple | Internal Functions
pbetagpd | Beta Bulk and GPD Tail Extreme Value Mixture Model
pbetagpdcon | Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pdwm | Dynamically Weighted Mixture Model
pgammagpd | Gamma Bulk and GPD Tail Extreme Value Mixture Model
pgammagpdcon | Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pgkg | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model
pgkgcon | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both
pgng | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
pgngcon | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds
pgpd | Generalised Pareto Distribution (GPD)
phpd | Hybrid Pareto Extreme Value Mixture Model
phpdcon | Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
pickandsplot | Pickands Plot
pitmgng | Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model
pitmnormgpd | Normal Bulk and GPD Tail Interval Transition Mixture Model
pitmweibullgpd | Weibull Bulk and GPD Tail Interval Transition Mixture Model
pkden | Kernel Density Estimation, With Variety of Kernels
pkdengpd | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
pkdengpdcon | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
pkdenx | Internal Functions
plognormgpd | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
plognormgpdcon | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pmgamma | Mixture of Gammas Distribution
pmgammagpd | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
pmgammagpdcon | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pnormgpd | Normal Bulk and GPD Tail Extreme Value Mixture Model
pnormgpdcon | Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pplot | Diagnostic Plots for Extreme Value Mixture Models
ppsden | P-Splines probability density function
ppsdengpd | P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
profleuitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
profleuitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
profleuitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
proflubckdengpd | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
proflubckdengpdcon | MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflubetagpd | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
proflubetagpdcon | MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflugammagpd | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
proflugammagpdcon | MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflugkg | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model
proflugkgcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
proflugng | MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model
proflugngcon | MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model
profluhpdcon | MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
profluitmgng | MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model
profluitmnormgpd | MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model
profluitmweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model
proflukdengpd | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
proflukdengpdcon | MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflulognormgpd | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model
proflulognormgpdcon | MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflumgammagpd | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm.
proflumgammagpdcon | MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm.
proflunormgpd | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
proflunormgpdcon | MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
proflupsdengpd | MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model
profluweibullgpd | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
profluweibullgpdcon | MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pscounts | Internal Functions
psden | P-Splines probability density function
psdengpd | P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
pweibullgpd | Weibull Bulk and GPD Tail Extreme Value Mixture Model
pweibullgpdcon | Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
pxb | Internal Functions

## -- Q --

qbckden | Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
qbckdengpd | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
qbckdengpdcon | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
qbetagpd | Beta Bulk and GPD Tail Extreme Value Mixture Model
qbetagpdcon | Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
qdwm | Dynamically Weighted Mixture Model
qgammagpd | Gamma Bulk and GPD Tail Extreme Value Mixture Model
qgammagpdcon | Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
qgbgmix | Internal Functions
qgbgmixprime | Internal Functions
qgkg | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model
qgkgcon | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both
qgng | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
qgngcon | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds
qgpd | Generalised Pareto Distribution (GPD)
qhpd | Hybrid Pareto Extreme Value Mixture Model
qhpdcon | Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
qitmgng | Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model
qitmnormgpd | Normal Bulk and GPD Tail Interval Transition Mixture Model
qitmweibullgpd | Weibull Bulk and GPD Tail Interval Transition Mixture Model
qkden | Kernel Density Estimation, With Variety of Kernels
qkdengpd | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
qkdengpdcon | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
qlognormgpd | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
qlognormgpdcon | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
qmgamma | Mixture of Gammas Distribution
qmgammagpd | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
qmgammagpdcon | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
qmix | Internal Functions
qmixprime | Internal Functions
qnormgpd | Normal Bulk and GPD Tail Extreme Value Mixture Model
qnormgpdcon | Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
qplot | Diagnostic Plots for Extreme Value Mixture Models
qpsden | P-Splines probability density function
qpsdengpd | P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
qweibullgpd | Weibull Bulk and GPD Tail Extreme Value Mixture Model
qweibullgpdcon | Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- R --

rbckden | Boundary Corrected Kernel Density Estimation Using a Variety of Approaches
rbckdengpd | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
rbckdengpdcon | Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
rbetagpd | Beta Bulk and GPD Tail Extreme Value Mixture Model
rbetagpdcon | Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
rdwm | Dynamically Weighted Mixture Model
rgammagpd | Gamma Bulk and GPD Tail Extreme Value Mixture Model
rgammagpdcon | Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
rgkg | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model
rgkgcon | Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both
rgng | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
rgngcon | Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds
rgpd | Generalised Pareto Distribution (GPD)
rhpd | Hybrid Pareto Extreme Value Mixture Model
rhpdcon | Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint
ritmgng | Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model
ritmnormgpd | Normal Bulk and GPD Tail Interval Transition Mixture Model
ritmweibullgpd | Weibull Bulk and GPD Tail Interval Transition Mixture Model
rkden | Kernel Density Estimation, With Variety of Kernels
rkdengpd | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
rkdengpdcon | Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint
rlognormgpd | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
rlognormgpdcon | Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
rlplot | Diagnostic Plots for Extreme Value Mixture Models
rmgamma | Mixture of Gammas Distribution
rmgammagpd | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
rmgammagpdcon | Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
rnormgpd | Normal Bulk and GPD Tail Extreme Value Mixture Model
rnormgpdcon | Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint
rpsden | P-Splines probability density function
rpsdengpd | P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
rweibullgpd | Weibull Bulk and GPD Tail Extreme Value Mixture Model
rweibullgpdcon | Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint

## -- T --

tcplot | Parameter Threshold Stability Plots
tscaleplot | Parameter Threshold Stability Plots
tshapeplot | Parameter Threshold Stability Plots

## -- W --

weibullgpd | Weibull Bulk and GPD Tail Extreme Value Mixture Model
weibullgpdcon | Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint